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  <h1>Source code for pyokx.okx_market_maker.market_data_service.WssMarketDataService</h1><div class="highlight"><pre>
<span></span><span class="kn">from</span> <span class="nn">typing</span> <span class="kn">import</span> <span class="n">Dict</span><span class="p">,</span> <span class="n">List</span>

<span class="kn">from</span> <span class="nn">pyokx.okx_market_maker</span> <span class="kn">import</span> <span class="n">order_books</span><span class="p">,</span> <span class="n">tickers_container</span><span class="p">,</span> <span class="n">mark_px_container</span>
<span class="kn">from</span> <span class="nn">pyokx.okx_market_maker.market_data_service.model.MarkPx</span> <span class="kn">import</span> <span class="n">MarkPxCache</span>
<span class="kn">from</span> <span class="nn">pyokx.okx_market_maker.market_data_service.model.OrderBook</span> <span class="kn">import</span> <span class="n">OrderBook</span><span class="p">,</span> <span class="n">OrderBookLevel</span>
<span class="kn">from</span> <span class="nn">pyokx.okx_market_maker.market_data_service.model.Tickers</span> <span class="kn">import</span> <span class="n">Tickers</span>


<span class="k">def</span> <span class="nf">_prepare_args</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="n">List</span><span class="p">[</span><span class="n">Dict</span><span class="p">]:</span>
    <span class="n">args</span> <span class="o">=</span> <span class="p">[]</span>
    <span class="n">books5_sub</span> <span class="o">=</span> <span class="p">{</span>
        <span class="s2">&quot;channel&quot;</span><span class="p">:</span> <span class="bp">self</span><span class="o">.</span><span class="n">channel</span><span class="p">,</span>
        <span class="s2">&quot;instId&quot;</span><span class="p">:</span> <span class="bp">self</span><span class="o">.</span><span class="n">inst_id</span>
    <span class="p">}</span>
    <span class="n">args</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">books5_sub</span><span class="p">)</span>
    <span class="k">return</span> <span class="n">args</span>


<span class="k">def</span> <span class="nf">_callback</span><span class="p">(</span><span class="n">message</span><span class="p">):</span>
    <span class="n">arg</span> <span class="o">=</span> <span class="n">message</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">&quot;arg&quot;</span><span class="p">)</span>
    <span class="c1"># print(message)</span>
    <span class="k">if</span> <span class="ow">not</span> <span class="n">arg</span> <span class="ow">or</span> <span class="ow">not</span> <span class="n">arg</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">&quot;channel&quot;</span><span class="p">):</span>
        <span class="k">return</span>
    <span class="k">if</span> <span class="n">message</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">&quot;event&quot;</span><span class="p">)</span> <span class="o">==</span> <span class="s2">&quot;subscribe&quot;</span><span class="p">:</span>
        <span class="k">return</span>
    <span class="k">if</span> <span class="n">arg</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">&quot;channel&quot;</span><span class="p">)</span> <span class="ow">in</span> <span class="p">[</span><span class="s2">&quot;books5&quot;</span><span class="p">,</span> <span class="s2">&quot;books&quot;</span><span class="p">,</span> <span class="s2">&quot;bbo-tbt&quot;</span><span class="p">,</span> <span class="s2">&quot;books50-l2-tbt&quot;</span><span class="p">,</span> <span class="s2">&quot;books-l2-tbt&quot;</span><span class="p">]:</span>
        <span class="n">on_orderbook_snapshot_or_update</span><span class="p">(</span><span class="n">message</span><span class="p">)</span>
        <span class="c1"># print(order_books)</span>


<div class="viewcode-block" id="on_orderbook_snapshot_or_update">
<a class="viewcode-back" href="../../../../pyokx.okx_market_maker.market_data_service.WssMarketDataService.html#pyokx.okx_market_maker.market_data_service.WssMarketDataService.on_orderbook_snapshot_or_update">[docs]</a>
<span class="k">def</span> <span class="nf">on_orderbook_snapshot_or_update</span><span class="p">(</span><span class="n">message</span><span class="p">):</span>
<span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
<span class="sd">    &quot;&quot;&quot;</span>
    <span class="n">arg</span> <span class="o">=</span> <span class="n">message</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">&quot;arg&quot;</span><span class="p">)</span>
    <span class="n">inst_id</span> <span class="o">=</span> <span class="n">arg</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">&quot;instId&quot;</span><span class="p">)</span>
    <span class="n">action</span> <span class="o">=</span> <span class="n">message</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">&quot;action&quot;</span><span class="p">)</span>
    <span class="k">if</span> <span class="n">inst_id</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">order_books</span><span class="p">:</span>
        <span class="n">order_books</span><span class="p">[</span><span class="n">inst_id</span><span class="p">]</span> <span class="o">=</span> <span class="n">OrderBook</span><span class="p">(</span><span class="n">inst_id</span><span class="o">=</span><span class="n">inst_id</span><span class="p">)</span>
    <span class="n">data</span> <span class="o">=</span> <span class="n">message</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">&quot;data&quot;</span><span class="p">)[</span><span class="mi">0</span><span class="p">]</span>

    <span class="k">if</span> <span class="n">data</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">&quot;asks&quot;</span><span class="p">):</span>
        <span class="k">if</span> <span class="n">action</span> <span class="o">==</span> <span class="s2">&quot;snapshot&quot;</span> <span class="ow">or</span> <span class="ow">not</span> <span class="n">action</span><span class="p">:</span>
            <span class="n">ask_list</span> <span class="o">=</span> <span class="p">[</span><span class="n">OrderBookLevel</span><span class="p">(</span><span class="n">price</span><span class="o">=</span><span class="nb">float</span><span class="p">(</span><span class="n">level_info</span><span class="p">[</span><span class="mi">0</span><span class="p">]),</span>
                                       <span class="n">quantity</span><span class="o">=</span><span class="nb">float</span><span class="p">(</span><span class="n">level_info</span><span class="p">[</span><span class="mi">1</span><span class="p">]),</span>
                                       <span class="n">order_count</span><span class="o">=</span><span class="nb">int</span><span class="p">(</span><span class="n">level_info</span><span class="p">[</span><span class="mi">3</span><span class="p">]),</span>
                                       <span class="n">price_string</span><span class="o">=</span><span class="n">level_info</span><span class="p">[</span><span class="mi">0</span><span class="p">],</span>
                                       <span class="n">quantity_string</span><span class="o">=</span><span class="n">level_info</span><span class="p">[</span><span class="mi">1</span><span class="p">],</span>
                                       <span class="n">order_count_string</span><span class="o">=</span><span class="n">level_info</span><span class="p">[</span><span class="mi">3</span><span class="p">],</span>
                                       <span class="p">)</span> <span class="k">for</span> <span class="n">level_info</span> <span class="ow">in</span> <span class="n">data</span><span class="p">[</span><span class="s2">&quot;asks&quot;</span><span class="p">]]</span>
            <span class="n">order_books</span><span class="p">[</span><span class="n">inst_id</span><span class="p">]</span><span class="o">.</span><span class="n">set_asks_on_snapshot</span><span class="p">(</span><span class="n">ask_list</span><span class="p">)</span>
        <span class="k">if</span> <span class="n">action</span> <span class="o">==</span> <span class="s2">&quot;update&quot;</span><span class="p">:</span>
            <span class="k">for</span> <span class="n">level_info</span> <span class="ow">in</span> <span class="n">data</span><span class="p">[</span><span class="s2">&quot;asks&quot;</span><span class="p">]:</span>
                <span class="n">order_books</span><span class="p">[</span><span class="n">inst_id</span><span class="p">]</span><span class="o">.</span><span class="n">set_asks_on_update</span><span class="p">(</span>
                    <span class="n">OrderBookLevel</span><span class="p">(</span><span class="n">price</span><span class="o">=</span><span class="nb">float</span><span class="p">(</span><span class="n">level_info</span><span class="p">[</span><span class="mi">0</span><span class="p">]),</span>
                                   <span class="n">quantity</span><span class="o">=</span><span class="nb">float</span><span class="p">(</span><span class="n">level_info</span><span class="p">[</span><span class="mi">1</span><span class="p">]),</span>
                                   <span class="n">order_count</span><span class="o">=</span><span class="nb">int</span><span class="p">(</span><span class="n">level_info</span><span class="p">[</span><span class="mi">3</span><span class="p">]),</span>
                                   <span class="n">price_string</span><span class="o">=</span><span class="n">level_info</span><span class="p">[</span><span class="mi">0</span><span class="p">],</span>
                                   <span class="n">quantity_string</span><span class="o">=</span><span class="n">level_info</span><span class="p">[</span><span class="mi">1</span><span class="p">],</span>
                                   <span class="n">order_count_string</span><span class="o">=</span><span class="n">level_info</span><span class="p">[</span><span class="mi">3</span><span class="p">],</span>
                                   <span class="p">)</span>
                <span class="p">)</span>
    <span class="k">if</span> <span class="n">data</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">&quot;bids&quot;</span><span class="p">):</span>
        <span class="k">if</span> <span class="n">action</span> <span class="o">==</span> <span class="s2">&quot;snapshot&quot;</span> <span class="ow">or</span> <span class="ow">not</span> <span class="n">action</span><span class="p">:</span>
            <span class="n">bid_list</span> <span class="o">=</span> <span class="p">[</span><span class="n">OrderBookLevel</span><span class="p">(</span><span class="n">price</span><span class="o">=</span><span class="nb">float</span><span class="p">(</span><span class="n">level_info</span><span class="p">[</span><span class="mi">0</span><span class="p">]),</span>
                                       <span class="n">quantity</span><span class="o">=</span><span class="nb">float</span><span class="p">(</span><span class="n">level_info</span><span class="p">[</span><span class="mi">1</span><span class="p">]),</span>
                                       <span class="n">order_count</span><span class="o">=</span><span class="nb">int</span><span class="p">(</span><span class="n">level_info</span><span class="p">[</span><span class="mi">3</span><span class="p">]),</span>
                                       <span class="n">price_string</span><span class="o">=</span><span class="n">level_info</span><span class="p">[</span><span class="mi">0</span><span class="p">],</span>
                                       <span class="n">quantity_string</span><span class="o">=</span><span class="n">level_info</span><span class="p">[</span><span class="mi">1</span><span class="p">],</span>
                                       <span class="n">order_count_string</span><span class="o">=</span><span class="n">level_info</span><span class="p">[</span><span class="mi">3</span><span class="p">],</span>
                                       <span class="p">)</span> <span class="k">for</span> <span class="n">level_info</span> <span class="ow">in</span> <span class="n">data</span><span class="p">[</span><span class="s2">&quot;bids&quot;</span><span class="p">]]</span>
            <span class="n">order_books</span><span class="p">[</span><span class="n">inst_id</span><span class="p">]</span><span class="o">.</span><span class="n">set_bids_on_snapshot</span><span class="p">(</span><span class="n">bid_list</span><span class="p">)</span>
        <span class="k">if</span> <span class="n">action</span> <span class="o">==</span> <span class="s2">&quot;update&quot;</span><span class="p">:</span>
            <span class="k">for</span> <span class="n">level_info</span> <span class="ow">in</span> <span class="n">data</span><span class="p">[</span><span class="s2">&quot;bids&quot;</span><span class="p">]:</span>
                <span class="n">order_books</span><span class="p">[</span><span class="n">inst_id</span><span class="p">]</span><span class="o">.</span><span class="n">set_bids_on_update</span><span class="p">(</span>
                    <span class="n">OrderBookLevel</span><span class="p">(</span><span class="n">price</span><span class="o">=</span><span class="nb">float</span><span class="p">(</span><span class="n">level_info</span><span class="p">[</span><span class="mi">0</span><span class="p">]),</span>
                                   <span class="n">quantity</span><span class="o">=</span><span class="nb">float</span><span class="p">(</span><span class="n">level_info</span><span class="p">[</span><span class="mi">1</span><span class="p">]),</span>
                                   <span class="n">order_count</span><span class="o">=</span><span class="nb">int</span><span class="p">(</span><span class="n">level_info</span><span class="p">[</span><span class="mi">3</span><span class="p">]),</span>
                                   <span class="n">price_string</span><span class="o">=</span><span class="n">level_info</span><span class="p">[</span><span class="mi">0</span><span class="p">],</span>
                                   <span class="n">quantity_string</span><span class="o">=</span><span class="n">level_info</span><span class="p">[</span><span class="mi">1</span><span class="p">],</span>
                                   <span class="n">order_count_string</span><span class="o">=</span><span class="n">level_info</span><span class="p">[</span><span class="mi">3</span><span class="p">],</span>
                                   <span class="p">)</span>
                <span class="p">)</span>
    <span class="k">if</span> <span class="n">data</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">&quot;ts&quot;</span><span class="p">):</span>
        <span class="n">order_books</span><span class="p">[</span><span class="n">inst_id</span><span class="p">]</span><span class="o">.</span><span class="n">set_timestamp</span><span class="p">(</span><span class="nb">int</span><span class="p">(</span><span class="n">data</span><span class="p">[</span><span class="s2">&quot;ts&quot;</span><span class="p">]))</span>
    <span class="k">if</span> <span class="n">data</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s2">&quot;checksum&quot;</span><span class="p">):</span>
        <span class="n">order_books</span><span class="p">[</span><span class="n">inst_id</span><span class="p">]</span><span class="o">.</span><span class="n">set_exch_check_sum</span><span class="p">(</span><span class="n">data</span><span class="p">[</span><span class="s2">&quot;checksum&quot;</span><span class="p">])</span>
    <span class="k">return</span> <span class="n">order_books</span><span class="p">[</span><span class="n">inst_id</span><span class="p">]</span></div>



<div class="viewcode-block" id="on_ticker_update">
<a class="viewcode-back" href="../../../../pyokx.okx_market_maker.market_data_service.WssMarketDataService.html#pyokx.okx_market_maker.market_data_service.WssMarketDataService.on_ticker_update">[docs]</a>
<span class="k">def</span> <span class="nf">on_ticker_update</span><span class="p">(</span><span class="n">message</span><span class="p">):</span>
    <span class="k">if</span> <span class="ow">not</span> <span class="n">tickers_container</span><span class="p">:</span>
        <span class="n">tickers_container</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">Tickers</span><span class="p">())</span>

    <span class="n">tickers_container</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">update_from_ws_json_message</span><span class="p">(</span><span class="n">message</span><span class="p">)</span>

    <span class="k">return</span> <span class="n">tickers_container</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span></div>



<div class="viewcode-block" id="on_mark_price_update">
<a class="viewcode-back" href="../../../../pyokx.okx_market_maker.market_data_service.WssMarketDataService.html#pyokx.okx_market_maker.market_data_service.WssMarketDataService.on_mark_price_update">[docs]</a>
<span class="k">def</span> <span class="nf">on_mark_price_update</span><span class="p">(</span><span class="n">message</span><span class="p">):</span>
    <span class="k">if</span> <span class="ow">not</span> <span class="n">mark_px_container</span><span class="p">:</span>
        <span class="n">mark_px_container</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">MarkPxCache</span><span class="p">())</span>

    <span class="n">mark_px_container</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">update_from_ws_json_message</span><span class="p">(</span><span class="n">message</span><span class="p">)</span>

    <span class="k">return</span> <span class="n">mark_px_container</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span></div>

</pre></div>

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